Pandas Profiling Report

Dataset statistics

Number of variables	10
Number of observations	917553
Missing cells	0
Missing cells (%)	0.0%
Duplicate rows	0
Duplicate rows (%)	0.0%
Total size in memory	31.5 MiB
Average record size in memory	36.0 B

Variable types

Numeric	10

Warnings

`bid_price1` is highly correlated with `ask_price1` and 2 other fields	High correlation
`ask_price1` is highly correlated with `bid_price1` and 2 other fields	High correlation
`bid_price2` is highly correlated with `bid_price1` and 2 other fields	High correlation
`ask_price2` is highly correlated with `bid_price1` and 2 other fields	High correlation
`bid_price1` is highly correlated with `ask_price1` and 2 other fields	High correlation
`ask_price1` is highly correlated with `bid_price1` and 2 other fields	High correlation
`bid_price2` is highly correlated with `bid_price1` and 2 other fields	High correlation
`ask_price2` is highly correlated with `bid_price1` and 2 other fields	High correlation
`bid_price1` is highly correlated with `ask_price1` and 2 other fields	High correlation
`ask_price1` is highly correlated with `bid_price1` and 2 other fields	High correlation
`bid_price2` is highly correlated with `bid_price1` and 2 other fields	High correlation
`ask_price2` is highly correlated with `bid_price1` and 2 other fields	High correlation
`bid_price2` is highly correlated with `ask_price1` and 2 other fields	High correlation
`ask_price1` is highly correlated with `bid_price2` and 2 other fields	High correlation
`bid_price1` is highly correlated with `bid_price2` and 2 other fields	High correlation
`ask_price2` is highly correlated with `bid_price2` and 2 other fields	High correlation

Reproduction

Analysis started	2021-07-30 04:54:54.802502
Analysis finished	2021-07-30 04:58:52.661237
Duration	3 minutes and 57.86 seconds
Software version	pandas-profiling v3.0.0
Download configuration	config.json

time_id
Real number (ℝ_≥0)

Distinct	3830
Distinct (%)	0.4%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	15980.05691

Minimum	5
Maximum	32767
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	1.8 MiB

Quantile statistics

Minimum	5
5-th percentile	1551
Q1	7759
median	15772
Q3	23834
95-th percentile	31071
Maximum	32767
Range	32762
Interquartile range (IQR)	16075

Descriptive statistics

Standard deviation	9381.778917
Coefficient of variation (CV)	0.5870929604
Kurtosis	-1.164642838
Mean	15980.05691
Median Absolute Deviation (MAD)	8027
Skewness	0.05211303561
Sum	1.466254916 × 10¹⁰
Variance	88017775.64
Monotonicity	Increasing

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
14243	549	0.1%
32342	538	0.1%
26874	523	0.1%
4004	505	0.1%
4560	505	0.1%
24600	502	0.1%
25010	499	0.1%
13948	498	0.1%
30974	495	0.1%
9343	487	0.1%
Other values (3820)	912452	99.4%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
5	302	< 0.1%
11	200	< 0.1%
16	188	< 0.1%
31	120	< 0.1%
62	176	< 0.1%
72	263	< 0.1%
97	368	< 0.1%
103	294	< 0.1%
109	236	< 0.1%
123	436	< 0.1%

Value	Count	Frequency (%)
32767	228	< 0.1%
32763	307	< 0.1%
32758	188	< 0.1%
32753	206	< 0.1%
32751	297	< 0.1%
32750	149	< 0.1%
32748	170	< 0.1%
32746	209	< 0.1%
32739	228	< 0.1%
32736	212	< 0.1%

seconds_in_bucket
Real number (ℝ_≥0)

Distinct	600
Distinct (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	293.6920145

Minimum	0
Maximum	599
Zeros	3830
Zeros (%)	0.4%
Negative	0
Negative (%)	0.0%
Memory size	1.8 MiB

Quantile statistics

Minimum	0
5-th percentile	26
Q1	142
median	292
Q3	444
95-th percentile	567
Maximum	599
Range	599
Interquartile range (IQR)	302

Descriptive statistics

Standard deviation	173.5964405
Coefficient of variation (CV)	0.5910832841
Kurtosis	-1.206721482
Mean	293.6920145
Median Absolute Deviation (MAD)	151
Skewness	0.02714501101
Sum	269477989
Variance	30135.72414
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0	3830	0.4%
1	1975	0.2%
3	1734	0.2%
2	1716	0.2%
5	1660	0.2%
95	1658	0.2%
90	1656	0.2%
62	1646	0.2%
65	1642	0.2%
101	1640	0.2%
Other values (590)	898396	97.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	3830	0.4%
1	1975	0.2%
2	1716	0.2%
3	1734	0.2%
4	1634	0.2%
5	1660	0.2%
6	1631	0.2%
7	1629	0.2%
8	1576	0.2%
9	1564	0.2%

Value	Count	Frequency (%)
599	673	0.1%
598	889	0.1%
597	1082	0.1%
596	1177	0.1%
595	1250	0.1%
594	1330	0.1%
593	1375	0.1%
592	1339	0.1%
591	1385	0.2%
590	1445	0.2%

bid_price1
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	81771
Distinct (%)	8.9%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.9994952679

Minimum	0.9382413626
Maximum	1.045641184
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	3.5 MiB

Quantile statistics

Minimum	0.9382413626
5-th percentile	0.9948065281
Q1	0.9983679056
median	0.9996315837
Q3	1.000753284
95-th percentile	1.003736973
Maximum	1.045641184
Range	0.1073998213
Interquartile range (IQR)	0.002385377884

Descriptive statistics

Standard deviation	0.003646981902
Coefficient of variation (CV)	0.003648823593
Kurtosis	37.35269165
Mean	0.9994952679
Median Absolute Deviation (MAD)	0.001185595989
Skewness	-1.418036938
Sum	917089.875
Variance	1.33004778 × 10^-5
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
1	5553	0.6%
1.000024199	340	< 0.1%
1.000024319	332	< 0.1%
1.000023365	328	< 0.1%
1.000023484	320	< 0.1%
1.00002408	283	< 0.1%
0.9999758601	273	< 0.1%
1.000023723	244	< 0.1%
1.000023842	244	< 0.1%
1.000024438	229	< 0.1%
Other values (81761)	909407	99.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0.9382413626	4	< 0.1%
0.9383010864	4	< 0.1%
0.9383608699	3	< 0.1%
0.9385998845	2	< 0.1%
0.938659668	1	< 0.1%
0.9387193918	3	< 0.1%
0.9388388991	6	< 0.1%
0.9388986826	5	< 0.1%
0.9389584661	1	< 0.1%
0.9390779734	1	< 0.1%

Value	Count	Frequency (%)
1.045641184	5	< 0.1%
1.0424788	13	< 0.1%
1.042235494	16	< 0.1%
1.042174697	3	< 0.1%
1.041466475	35	< 0.1%
1.041407585	2	< 0.1%
1.041348577	3	< 0.1%
1.040411115	5	< 0.1%
1.040286183	3	< 0.1%
1.040107012	17	< 0.1%

ask_price1
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	77466
Distinct (%)	8.4%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	1.000525832

Minimum	0.9443365335
Maximum	1.056891799
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	3.5 MiB

Quantile statistics

Minimum	0.9443365335
5-th percentile	0.9963750243
Q1	0.999222517
median	1.000331044
Q3	1.001560211
95-th percentile	1.00535655
Maximum	1.056891799
Range	0.1125552654
Interquartile range (IQR)	0.002337694168

Descriptive statistics

Standard deviation	0.003677648259
Coefficient of variation (CV)	0.003675715532
Kurtosis	34.64378357
Mean	1.000525832
Median Absolute Deviation (MAD)	0.001169800758
Skewness	0.8512346148
Sum	918035.5
Variance	1.352509662 × 10^-5
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
1	5878	0.6%
1.000023842	472	0.1%
1.000024319	350	< 0.1%
1.000024438	310	< 0.1%
1.000025511	298	< 0.1%
1.000023603	292	< 0.1%
1.000024199	280	< 0.1%
1.00002408	280	< 0.1%
1.000024676	262	< 0.1%
1.00007081	258	< 0.1%
Other values (77456)	908873	99.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0.9443365335	20	< 0.1%
0.9444560409	26	< 0.1%
0.9481073022	1	< 0.1%
0.9495951533	2	< 0.1%
0.9503141642	5	< 0.1%
0.9533179998	3	< 0.1%
0.9536585808	2	< 0.1%
0.954605341	4	< 0.1%
0.9546666741	3	< 0.1%
0.9547342062	3	< 0.1%

Value	Count	Frequency (%)
1.056891799	1	< 0.1%
1.056648493	1	< 0.1%
1.055082321	1	< 0.1%
1.054215908	3	< 0.1%
1.054155111	7	< 0.1%
1.054094315	11	< 0.1%
1.054080367	1	< 0.1%
1.053844571	4	< 0.1%
1.053196192	5	< 0.1%
1.052842498	1	< 0.1%

bid_price2
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	83452
Distinct (%)	9.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.9992983937

Minimum	0.9372130632
Maximum	1.043755889
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	3.5 MiB

Quantile statistics

Minimum	0.9372130632
5-th percentile	0.9945313931
Q1	0.9981838465
median	0.9994723797
Q3	1.000586748
95-th percentile	1.003514051
Maximum	1.043755889
Range	0.1065428257
Interquartile range (IQR)	0.002402901649

Descriptive statistics

Standard deviation	0.003660179209
Coefficient of variation (CV)	0.003662748961
Kurtosis	37.37913132
Mean	0.9992983937
Median Absolute Deviation (MAD)	0.00118792057
Skewness	-1.628376126
Sum	916909.25
Variance	1.339691244 × 10^-5
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
1	4717	0.5%
1.000023365	366	< 0.1%
1.000024199	344	< 0.1%
1.00002408	280	< 0.1%
0.9999765754	270	< 0.1%
0.9999758005	262	< 0.1%
1.000023842	258	< 0.1%
1.000023603	244	< 0.1%
1.000024438	238	< 0.1%
1.000024676	235	< 0.1%
Other values (83442)	910339	99.2%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0.9372130632	8	< 0.1%
0.9381815791	10	< 0.1%
0.9382413626	4	< 0.1%
0.9383010864	4	< 0.1%
0.9385401607	4	< 0.1%
0.9385998845	1	< 0.1%
0.938659668	1	< 0.1%
0.9387791753	10	< 0.1%
0.9388388991	1	< 0.1%
0.9388986826	1	< 0.1%

Value	Count	Frequency (%)
1.043755889	1	< 0.1%
1.042235494	3	< 0.1%
1.042174697	2	< 0.1%
1.041992307	5	< 0.1%
1.04193151	10	< 0.1%
1.04156661	2	< 0.1%
1.041407585	2	< 0.1%
1.041348577	2	< 0.1%
1.041289687	3	< 0.1%
1.040700197	16	< 0.1%

ask_price2
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	77196
Distinct (%)	8.4%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	1.000727057

Minimum	0.9444560409
Maximum	1.057675838
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	3.5 MiB

Quantile statistics

Minimum	0.9444560409
5-th percentile	0.9966229796
Q1	0.9993902445
median	1.000495672
Q3	1.001744509
95-th percentile	1.005660415
Maximum	1.057675838
Range	0.1132197976
Interquartile range (IQR)	0.002354264259

Descriptive statistics

Standard deviation	0.003704133211
Coefficient of variation (CV)	0.003701442154
Kurtosis	34.75125885
Mean	1.000727057
Median Absolute Deviation (MAD)	0.001172184944
Skewness	1.094791055
Sum	918220.125
Variance	1.372060251 × 10^-5
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
1	5480	0.6%
1.000024438	367	< 0.1%
1.000024319	353	< 0.1%
1.000024199	347	< 0.1%
1.00002408	340	< 0.1%
1.000023723	335	< 0.1%
1.000023842	316	< 0.1%
1.000023603	273	< 0.1%
1.000024676	266	< 0.1%
0.9999758601	235	< 0.1%
Other values (77186)	909241	99.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0.9444560409	7	< 0.1%
0.9445158243	37	< 0.1%
0.9481012225	2	< 0.1%
0.9503141642	1	< 0.1%
0.9536585808	2	< 0.1%
0.954605341	1	< 0.1%
0.9546666741	4	< 0.1%
0.9547342062	2	< 0.1%
0.9547939897	2	< 0.1%
0.9548505545	1	< 0.1%

Value	Count	Frequency (%)
1.057675838	1	< 0.1%
1.057378292	1	< 0.1%
1.057134986	1	< 0.1%
1.056891799	2	< 0.1%
1.056648493	3	< 0.1%
1.056466103	3	< 0.1%
1.055082321	5	< 0.1%
1.054398417	5	< 0.1%
1.054155111	11	< 0.1%
1.054080367	3	< 0.1%

bid_size1
Real number (ℝ_≥0)

Distinct	936
Distinct (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	113.7171019

Minimum	1
Maximum	3221
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	3.5 MiB

Quantile statistics

Minimum	1
5-th percentile	1
Q1	22
median	100
Q3	157
95-th percentile	311
Maximum	3221
Range	3220
Interquartile range (IQR)	135

Descriptive statistics

Standard deviation	108.6572086
Coefficient of variation (CV)	0.9555045531
Kurtosis	10.31237492
Mean	113.7171019
Median Absolute Deviation (MAD)	75
Skewness	1.940216438
Sum	104341468
Variance	11806.38899
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
100	162623	17.7%
90	89268	9.7%
1	75920	8.3%
200	53375	5.8%
2	30532	3.3%
101	19282	2.1%
300	17231	1.9%
3	16938	1.8%
5	13226	1.4%
10	13101	1.4%
Other values (926)	426057	46.4%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
1	75920	8.3%
2	30532	3.3%
3	16938	1.8%
4	11511	1.3%
5	13226	1.4%
6	8314	0.9%
7	5955	0.6%
8	5174	0.6%
9	4803	0.5%
10	13101	1.4%

Value	Count	Frequency (%)
3221	1	< 0.1%
3120	1	< 0.1%
3100	1	< 0.1%
3025	4	< 0.1%
2925	1	< 0.1%
1872	1	< 0.1%
1700	1	< 0.1%
1639	3	< 0.1%
1550	3	< 0.1%
1493	2	< 0.1%

ask_size1
Real number (ℝ_≥0)

Distinct	988
Distinct (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	100.8253496

Minimum	1
Maximum	16608
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	3.5 MiB

Quantile statistics

Minimum	1
5-th percentile	1
Q1	14
median	93
Q3	117
95-th percentile	300
Maximum	16608
Range	16607
Interquartile range (IQR)	103

Descriptive statistics

Standard deviation	109.0638918
Coefficient of variation (CV)	1.08171102
Kurtosis	2307.499362
Mean	100.8253496
Median Absolute Deviation (MAD)	69
Skewness	17.38395856
Sum	92512602
Variance	11894.93249
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
100	144179	15.7%
1	88157	9.6%
90	85817	9.4%
200	38771	4.2%
2	36157	3.9%
3	20100	2.2%
101	18642	2.0%
5	16642	1.8%
4	14111	1.5%
20	13690	1.5%
Other values (978)	441287	48.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
1	88157	9.6%
2	36157	3.9%
3	20100	2.2%
4	14111	1.5%
5	16642	1.8%
6	9590	1.0%
7	6827	0.7%
8	6078	0.7%
9	5598	0.6%
10	13119	1.4%

Value	Count	Frequency (%)
16608	4	< 0.1%
4751	2	< 0.1%
2501	1	< 0.1%
2433	1	< 0.1%
2404	1	< 0.1%
2403	3	< 0.1%
2400	2	< 0.1%
2300	4	< 0.1%
2200	1	< 0.1%
2103	1	< 0.1%

bid_size2
Real number (ℝ_≥0)

Distinct	809
Distinct (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	86.77024107

Minimum	1
Maximum	4391
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	3.5 MiB

Quantile statistics

Minimum	1
5-th percentile	1
Q1	18
median	100
Q3	102
95-th percentile	242
Maximum	4391
Range	4390
Interquartile range (IQR)	84

Descriptive statistics

Standard deviation	90.60258847
Coefficient of variation (CV)	1.04416661
Kurtosis	46.72589166
Mean	86.77024107
Median Absolute Deviation (MAD)	74
Skewness	3.231694537
Sum	79616295
Variance	8208.829038
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
100	213553	23.3%
1	84561	9.2%
200	53535	5.8%
2	33934	3.7%
25	23932	2.6%
26	22793	2.5%
20	21039	2.3%
101	19777	2.2%
5	17099	1.9%
24	16590	1.8%
Other values (799)	410740	44.8%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
1	84561	9.2%
2	33934	3.7%
3	16370	1.8%
4	12848	1.4%
5	17099	1.9%
6	8667	0.9%
7	6068	0.7%
8	5901	0.6%
9	5043	0.5%
10	13797	1.5%

Value	Count	Frequency (%)
4391	2	< 0.1%
3220	1	< 0.1%
3120	6	< 0.1%
2901	2	< 0.1%
2878	1	< 0.1%
2877	1	< 0.1%
2800	1	< 0.1%
2535	1	< 0.1%
2500	4	< 0.1%
2102	7	< 0.1%

ask_size2
Real number (ℝ_≥0)

Distinct	890
Distinct (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	83.20306729

Minimum	1
Maximum	16608
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	3.5 MiB

Quantile statistics

Minimum	1
5-th percentile	1
Q1	14
median	90
Q3	102
95-th percentile	226
Maximum	16608
Range	16607
Interquartile range (IQR)	88

Descriptive statistics

Standard deviation	94.96838783
Coefficient of variation (CV)	1.14140489
Kurtosis	1081.710946
Mean	83.20306729
Median Absolute Deviation (MAD)	64
Skewness	10.28063018
Sum	76343224
Variance	9018.994686
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
100	196573	21.4%
1	85059	9.3%
200	44849	4.9%
2	35528	3.9%
25	24997	2.7%
26	21942	2.4%
20	19830	2.2%
5	19230	2.1%
101	19224	2.1%
3	18317	2.0%
Other values (880)	432004	47.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
1	85059	9.3%
2	35528	3.9%
3	18317	2.0%
4	15424	1.7%
5	19230	2.1%
6	10207	1.1%
7	7038	0.8%
8	6227	0.7%
9	5787	0.6%
10	13763	1.5%

Value	Count	Frequency (%)
16608	1	< 0.1%
4900	4	< 0.1%
4751	1	< 0.1%
2500	21	< 0.1%
2300	2	< 0.1%
2200	5	< 0.1%
2133	1	< 0.1%
2110	10	< 0.1%
2100	24	< 0.1%
2033	1	< 0.1%

Pearson's r

The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.

To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.

Spearman's ρ

The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.

To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.

Kendall's τ

Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.

To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.

Phik (φk)

Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.

Count
Matrix

A simple visualization of nullity by column.

Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.

First rows

	time_id	seconds_in_bucket	bid_price1	ask_price1	bid_price2	ask_price2	bid_size1	ask_size1	bid_size2	ask_size2
0	5	0	1.001422	1.002301	1.00137	1.002353	3	226	2	100
1	5	1	1.001422	1.002301	1.00137	1.002353	3	100	2	100
2	5	5	1.001422	1.002301	1.00137	1.002405	3	100	2	100
3	5	6	1.001422	1.002301	1.00137	1.002405	3	126	2	100
4	5	7	1.001422	1.002301	1.00137	1.002405	3	126	2	100
5	5	11	1.001422	1.002301	1.00137	1.002405	3	100	2	100
6	5	12	1.001422	1.002301	1.00137	1.002405	3	126	2	100
7	5	14	1.001422	1.002301	1.00137	1.002405	3	126	2	100
8	5	15	1.001422	1.002301	1.00137	1.002405	3	126	2	100
9	5	16	1.001422	1.002301	1.00137	1.002405	3	126	2	100

Last rows

	time_id	seconds_in_bucket	bid_price1	ask_price1	bid_price2	ask_price2	bid_size1	ask_size1	bid_size2	ask_size2
917543	32767	559	0.998611	0.998946	0.998515	0.999042	190	28	200	100
917544	32767	564	0.998611	0.998946	0.998515	0.998994	190	28	200	28
917545	32767	565	0.998611	0.998946	0.998515	0.998994	190	28	200	28
917546	32767	566	0.998611	0.998946	0.998515	0.999042	190	28	200	100
917547	32767	567	0.997796	0.998754	0.997748	0.998946	48	113	100	28
917548	32767	568	0.998275	0.998754	0.997796	0.998946	90	90	48	28
917549	32767	569	0.998275	0.998754	0.997892	0.998946	91	90	200	28
917550	32767	571	0.998275	0.998754	0.997892	0.998946	91	90	100	28
917551	32767	572	0.998275	0.998754	0.997892	0.998946	92	90	100	28
917552	32767	582	0.998275	0.998754	0.998179	0.998946	92	90	26	28

Overview

Variables

Interactions

Correlations

Pearson's r

Spearman's ρ

Kendall's τ

Phik (φk)

Missing values

Sample

First rows

Last rows